Applications of Markowitz Portfolio Theory To Pension Fund Design

被引：1

|

作者：

Elton, Edwin J. ^{[1
]}

Gruber, Martin J. ^{[1
]}

Blake, Christopher R. ^{[2
]}

机构：

[1] NYU, Stern Sch Business, Dept Finance, Kaufman Management Ctr, New York, NY 10012 USA

[2] Fordham Univ, Grad Sch Business Adm, Bronx, NY 10458 USA

来源：

HANDBOOK OF PORTFOLIO CONSTRUCTION: CONTEMPORARY APPLICATIONS OF MARKOWITZ TECHNIQUE | 2010年

关键词：

401(K) PLANS; PERFORMANCE; SELECTION; CHOICES;

D O I：

10.1007/978-0-387-77439-8_14

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

收藏

页码：419 / +

页数：3

相关论文

共 50 条

[1] MARKOWITZ CONTRIBUTION TO PORTFOLIO THEORY
WITT, SF
DOBBINS, R
MANAGERIAL FINANCE, 1979, 5 (01) : 3 - 17
[2] The optimal portfolio for the pension fund investors
Chong-Hyun, Won
ASIA-PACIFIC JOURNAL OF FINANCIAL STUDIES, 2006, 35 (04) : 191 - 221
[3] COMPARISONS OF PENSION FUND PORTFOLIO PERFORMANCE
SMITH, KV
KHOURY, NT
COST AND MANAGEMENT, 1974, 48 (04): : 30 - 36
[4] Characteristics analysis of behavioural portfolio theory in the Markowitz portfolio theory framework
Mittal, Saksham
Bhattacharya, Sujoy
Mandal, Satrajit
MANAGERIAL FINANCE, 2022, 48 (02) : 277 - 288
[5] PENSION FUND BOND PORTFOLIO - TO TRADE OR NOT TO TRADE
BURROWS, EE
FINANCIAL EXECUTIVE, 1971, 39 (07): : 19 - &
[6] When Behavioral Portfolio Theory meets Markowitz theory
Pfiffelmann, Marie
Roger, Tristan
Bourachnikova, Olga
ECONOMIC MODELLING, 2016, 53 : 419 - 435
[7] Markowitz portfolio theory for soccer spread betting
Fitt, Alistair D.
IMA JOURNAL OF MANAGEMENT MATHEMATICS, 2009, 20 (02) : 167 - 184
[8] Harry Markowitz, the Cowles Commission, and portfolio theory
Dimand, Robert W.
ANNALS OF OPERATIONS RESEARCH, 2025, 346 (01) : 99 - 111
[9] Reflections on Portfolio Insurance, Portfolio Theory, and Market Simulation with Harry Markowitz
Jacobs, Bruce I.
Levy, Kenneth N.
HANDBOOK OF PORTFOLIO CONSTRUCTION: CONTEMPORARY APPLICATIONS OF MARKOWITZ TECHNIQUE, 2010, : 529 - 550
[10] Principal-agent relationships and pension fund portfolio selection
El Mekkaoui, N
Lavigne, A
REVUE ECONOMIQUE, 2000, 51 : 187 - 205

← 1 2 3 4 5 →